Stochastic methods
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Stochastic methods
a handbook for the natural and social sciences
by C. W. Gardiner
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This is a fourth edition of the classic text "A Handbook of Stochastic Methods" which
has been significantly augmented, thoroughly revised, and restructured to
accomodate the new material within a systematic logical framework. This new
edition adheres the original aim: "to make available in simple language and
deductive form, the many formulae and methods that can be found in the
literature on stochastic methods."
A new chaper on the applications of stochastic methods in finance provides
an introduction to this field using the same simple kind of language as the
other parts of the book. This chapter also includesn introduction to Lévy
processes, which have found to be very useful in simulating financial
systems, where more accuracy is required than is available from simple
Brownian motion models. New material is also provided on the approach to
the white noise limit, on the applications of Poisson representation
methods to population dynamics, and on several other applications of
stochastic methods.
Subjects
Stochastic processes
| Edition | Availability |
|---|---|
1
Stochastic methods: a handbook for the natural and social sciences
2009, Springer
in English
- 4th ed.
3540707123 9783540707127
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Stochastic methods
a handbook for the natural and social sciences
First published in 2009
Subjects
Stochastic processesWork Description
This is a fourth edition of the classic text "A Handbook of Stochastic Methods" which
has been significantly augmented, thoroughly revised, and restructured to
accomodate the new material within a systematic logical framework. This new
edition adheres the original aim: "to make available in simple language and
deductive form, the many formulae and methods that can be found in the
literature on stochastic methods."
A new chaper on the applications of stochastic methods in finance provides
an introduction to this field using the same simple kind of language as the
other parts of the book. This chapter also includesn introduction to Lévy
processes, which have found to be very useful in simulating financial
systems, where more accuracy is required than is available from simple
Brownian motion models. New material is also provided on the approach to
the white noise limit, on the applications of Poisson representation
methods to population dynamics, and on several other applications of
stochastic methods.
Stochastic methods
a handbook for the natural and social sciences
This edition was published in 2009 by Springer in Berlin.
Edition Notes
Rev. ed. of: Handbook of stochastic methods for physics, chemistry, and the natural sciences. 3rd ed. c2004.
Includes bibliographical references (p. [429]-433) and indexes.
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History
- Created May 28, 2009
- 9 revisions
| December 22, 2020 | Edited by Clean Up Bot | import existing book |
| October 9, 2020 | Edited by ImportBot | import existing book |
| August 1, 2020 | Edited by ImportBot | import existing book |
| July 16, 2010 | Edited by WorkBot | add editions to new work |
| May 28, 2009 | Created by ImportBot | Imported from Library of Congress MARC record. |